-49.3%
COMP vs REPL
-29.8%
-19.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | +16.6% | +92.2% | -75.6% | +12.0% |
| 3M | -23.5% | +44.1% | -67.6% | -25.4% |
| 6M | +25.7% | +313.0% | -287.3% | +9.1% |
| YTD | -3.4% | +125.2% | -128.6% | -17.0% |
| 1Y | +7.6% | +143.8% | -136.2% | -8.3% |
| 3Y | +423.6% | +104.2% | +319.4% | +202.7% |
| 5Y | -10.6% | -34.5% | +23.9% | -34.5% |
| All | -49.3% | -29.8% | -19.6% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling